CME Canadian Dollar Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8611 |
0.8609 |
-0.0002 |
0.0% |
0.8611 |
| High |
0.8624 |
0.8693 |
0.0069 |
0.8% |
0.8668 |
| Low |
0.8566 |
0.8570 |
0.0004 |
0.0% |
0.8530 |
| Close |
0.8602 |
0.8677 |
0.0075 |
0.9% |
0.8602 |
| Range |
0.0058 |
0.0123 |
0.0065 |
112.1% |
0.0138 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.6% |
0.0000 |
| Volume |
50,724 |
40,787 |
-9,937 |
-19.6% |
272,472 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.8969 |
0.8745 |
|
| R3 |
0.8893 |
0.8846 |
0.8711 |
|
| R2 |
0.8770 |
0.8770 |
0.8700 |
|
| R1 |
0.8723 |
0.8723 |
0.8688 |
0.8747 |
| PP |
0.8647 |
0.8647 |
0.8647 |
0.8658 |
| S1 |
0.8600 |
0.8600 |
0.8666 |
0.8624 |
| S2 |
0.8524 |
0.8524 |
0.8654 |
|
| S3 |
0.8401 |
0.8477 |
0.8643 |
|
| S4 |
0.8278 |
0.8354 |
0.8609 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8946 |
0.8678 |
|
| R3 |
0.8876 |
0.8808 |
0.8640 |
|
| R2 |
0.8738 |
0.8738 |
0.8627 |
|
| R1 |
0.8670 |
0.8670 |
0.8615 |
0.8635 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8583 |
| S1 |
0.8532 |
0.8532 |
0.8589 |
0.8497 |
| S2 |
0.8462 |
0.8462 |
0.8577 |
|
| S3 |
0.8324 |
0.8394 |
0.8564 |
|
| S4 |
0.8186 |
0.8256 |
0.8526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8693 |
0.8530 |
0.0163 |
1.9% |
0.0096 |
1.1% |
90% |
True |
False |
51,688 |
| 10 |
0.8748 |
0.8530 |
0.0218 |
2.5% |
0.0100 |
1.2% |
67% |
False |
False |
53,000 |
| 20 |
0.8916 |
0.8530 |
0.0386 |
4.4% |
0.0104 |
1.2% |
38% |
False |
False |
57,297 |
| 40 |
0.9275 |
0.8475 |
0.0800 |
9.2% |
0.0129 |
1.5% |
25% |
False |
False |
35,496 |
| 60 |
0.9275 |
0.8000 |
0.1275 |
14.7% |
0.0119 |
1.4% |
53% |
False |
False |
23,726 |
| 80 |
0.9275 |
0.7900 |
0.1375 |
15.8% |
0.0108 |
1.2% |
57% |
False |
False |
17,811 |
| 100 |
0.9275 |
0.7700 |
0.1575 |
18.2% |
0.0098 |
1.1% |
62% |
False |
False |
14,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9216 |
|
2.618 |
0.9015 |
|
1.618 |
0.8892 |
|
1.000 |
0.8816 |
|
0.618 |
0.8769 |
|
HIGH |
0.8693 |
|
0.618 |
0.8646 |
|
0.500 |
0.8632 |
|
0.382 |
0.8617 |
|
LOW |
0.8570 |
|
0.618 |
0.8494 |
|
1.000 |
0.8447 |
|
1.618 |
0.8371 |
|
2.618 |
0.8248 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8662 |
0.8661 |
| PP |
0.8647 |
0.8645 |
| S1 |
0.8632 |
0.8630 |
|